Edit Profile Yam, Sheung Chi Phillip Compute Distance To: Compute Author ID: yam.sheung-chi-phillip Published as: Phillip Yam, Sheung Chi; Yam, S. C. P.; Yam, Sheung Chi Phillip Homepage: http://www.sta.cuhk.edu.hk/scpy/ External Links: MGP · ORCID · dblp Documents Indexed: 62 Publications since 2009 all top 5 Co-Authors 0 single-authored 22 Bensoussan, Alain 12 Cheung, Ka Chun 11 Yung, Siu Pang 6 Wong, Kwok Chuen 6 Yang, Hailiang 5 Chau, Man Ho Michael 5 Zhou, Wei 4 Frehse, Jens 4 Mertz, Laurent 4 Siu, Chi Chung 4 Sung, K. C. J. 4 Yuen, Fei Lung 3 Chan, Kwun Chuen Gary 3 Chong, Wing Fung 2 Chau, Ki Wai 2 Cheung, Pak-Leong 2 Ling, Hok Kan 2 Ng, Tuen-Wai 2 Rong, Yian 2 Wang, Yiwen 2 Yang, Zaiyue 2 Zhang, Yiying 1 Cass, Thomas Richard 1 Chen, Ping 1 Chen, Shaokuan 1 Chen, Yongzhao 1 Choi, Hugo Ming Cheung 1 Chutani, Anshuman 1 Dhaene, Jan 1 Djehiche, Boualem 1 Elliott, Robert James 1 Feau, Cyril 1 Jasso-Fuentes, Héctor 1 Lai, Yanlian 1 Lai, Yuanhao 1 Li, Like 1 Li, Likun 1 Li, Yiqun 1 Liu, Fengbo 1 Peng, Shige 1 Privault, Nicolas 1 Sethi, Suresh P. 1 Sit, Tony 1 Tang, Qihe 1 Tembine, Hamidou 1 Tsai, Jonathan 1 Wei, Jiaqin 1 Wong, Tak Kwong 1 Wong, Wai-Keung 1 Wright, Janine A. 1 Zeng, Jiao 1 Zhang, Zhaolin 1 Zhang, Zheng 1 Zhang, Zhuoran 1 Zhao, Hui 1 Zheng, Huiming 1 Zhou, Jihai 1 Zhou, Junhu all top 5 Serials 11 Insurance Mathematics & Economics 4 SIAM Journal on Control and Optimization 4 Stochastic Processes and their Applications 4 Scandinavian Actuarial Journal 3 ASTIN Bulletin 2 Applied Mathematics and Optimization 2 IEEE Transactions on Automatic Control 2 Journal of Computational and Applied Mathematics 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 AMRX. Applied Mathematics Research eXpress 2 Risk and Decision Analysis 2 Dynamic Games and Applications 1 Theory of Probability and its Applications 1 The Annals of Statistics 1 Automatica 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistical Science 1 European Journal of Operational Research 1 SIAM Journal on Mathematical Analysis 1 International Journal of Robust and Nonlinear Control 1 Finance and Stochastics 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Computational Methods and Function Theory 1 SIAM Journal on Financial Mathematics all top 5 Fields 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Probability theory and stochastic processes (60-XX) 15 Systems theory; control (93-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 10 Statistics (62-XX) 8 Partial differential equations (35-XX) 5 Operations research, mathematical programming (90-XX) 4 Mechanics of deformable solids (74-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Functions of a complex variable (30-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Numerical analysis (65-XX) 1 Difference and functional equations (39-XX) 1 Mechanics of particles and systems (70-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 48 Publications have been cited 464 times in 352 Documents Cited by ▼ Year ▼ Linear-quadratic mean field games. Zbl 1343.91010Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 54 2016 Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 35 2014 A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 31 2014 The master equation in mean field theory. Zbl 1325.35232Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip 30 2015 Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 27 2013 Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 23 2014 On the interpretation of the master equation. Zbl 1379.60063Bensoussan, A.; Frehse, J.; Yam, S. C. P. 22 2017 Mean field games with a dominating player. Zbl 1348.49031Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 19 2016 Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079Chen, Ping; Yam, S. C. P. 17 2013 Behavioral optimal insurance. Zbl 1229.91167Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 17 2011 Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 16 2015 Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P. 13 2013 Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114Bensoussan, A.; Yam, S. C. P.; Zhang, Z. 12 2015 Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 11 2015 The optimal insurance under disappointment theories. Zbl 1348.91133Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 10 2015 Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip 10 2014 Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 10 2010 Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 9 2017 Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235Chau, K. W.; Yam, S. C. P.; Yang, H. 9 2015 Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng 8 2016 Fourier-cosine method for ruin probabilities. Zbl 1305.91163Chau, K. W.; Yam, S. C. P.; Yang, H. 7 2015 Game call options revisited. Zbl 1304.91228Yam, S. C. P.; Yung, S. P.; Zhou, W. 7 2014 Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 6 2019 Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076Cheung, K. C.; Liu, F.; Yam, S. C. P. 6 2012 Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung 5 2016 A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip 4 2019 A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui 4 2017 Utility-deviation-risk portfolio selection. Zbl 1366.91147Wong, K. C.; Yam, S. C. P.; Zheng, H. 4 2017 Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191Cheung, K. C.; Rong, Yian; Yam, S. C. P. 4 2014 Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061Bensoussan, A.; Mertz, L.; Yam, S. C. P. 3 2016 Convex ordering for insurance preferences. Zbl 1348.91134Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 3 2015 Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189Bensoussan, A.; Wong, K. C.; Yam, S. C. P. 3 2014 Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 3 2011 Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039Yam, S. C. P.; Yung, S. P.; Zhou, W. 3 2009 Mean-field-type games with jump and regime switching. Zbl 1437.91050Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip 2 2020 Control problem on space of random variables and master equation. Zbl 1450.35305Bensoussan, Alain; Yam, Sheung Chi Phillip 2 2019 Disappointment aversion premium principle. Zbl 1390.91131Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip 2 2015 An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip 2 2015 Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P. 2 2012 Mean field games with parametrized followers. Zbl 07158610Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip 1 2020 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 1 2019 Reinsurance contract design with adverse selection. Zbl 1426.91211Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. 1 2019 Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip 1 2018 Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P. 1 2014 Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip 1 2014 A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432Yam, S. C. P.; Yung, S. P.; Zhou, W. 1 2013 A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 1 2013 Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei 1 2012 Mean-field-type games with jump and regime switching. Zbl 1437.91050Bensoussan, Alain; Djehiche, Boualem; Tembine, Hamidou; Yam, Sheung Chi Phillip 2 2020 Mean field games with parametrized followers. Zbl 07158610Bensoussan, Alain; Cass, Thomas; Chau, Man Ho Michael; Yam, Sheung Chi Phillip 1 2020 Risk-adjusted bowley reinsurance under distorted probabilities. Zbl 1411.91272Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying 6 2019 A paradox in time-consistency in the mean-variance problem? Zbl 1426.91240Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip 4 2019 Control problem on space of random variables and master equation. Zbl 1450.35305Bensoussan, Alain; Yam, Sheung Chi Phillip 2 2019 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 1 2019 Reinsurance contract design with adverse selection. Zbl 1426.91211Cheung, K. C.; Yam, S. C. P.; Yuen, F. L. 1 2019 Probabilistic solutions for a class of deterministic optimal allocation problems. Zbl 1384.90058Cheung, Ka Chun; Dhaene, Jan; Rong, Yian; Yam, Sheung Chi Phillip 1 2018 On the interpretation of the master equation. Zbl 1379.60063Bensoussan, A.; Frehse, J.; Yam, S. C. P. 22 2017 Linear-quadratic mean field Stackelberg games with state and control delays. Zbl 1372.91021Bensoussan, A.; Chau, M. H. M.; Lai, Y.; Yam, S. C. P. 9 2017 A class of nonzero-sum investment and reinsurance games subject to systematic risks. Zbl 1402.91215Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; Zhao, Hui 4 2017 Utility-deviation-risk portfolio selection. Zbl 1366.91147Wong, K. C.; Yam, S. C. P.; Zheng, H. 4 2017 Linear-quadratic mean field games. Zbl 1343.91010Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 54 2016 Mean field games with a dominating player. Zbl 1348.49031Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 19 2016 Globally efficient non-parametric inference of average treatment effects by empirical balancing calibration weighting. Zbl 1414.62107Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip; Zhang, Zheng 8 2016 Optimal asset allocation: risk and information uncertainty. Zbl 1346.91223Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung 5 2016 Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. Zbl 1456.74061Bensoussan, A.; Mertz, L.; Yam, S. C. P. 3 2016 The master equation in mean field theory. Zbl 1325.35232Bensoussan, Alain; Frehse, Jens; Yam, Sheung Chi Phillip 30 2015 Mean field Stackelberg games: aggregation of delayed instructions. Zbl 1320.91028Bensoussan, A.; Chau, M. H. M.; Yam, S. C. P. 16 2015 Well-posedness of mean-field type forward-backward stochastic differential equations. Zbl 1327.60114Bensoussan, A.; Yam, S. C. P.; Zhang, Z. 12 2015 Valuing equity-linked death benefits in a regime-switching framework. Zbl 1390.91211Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 11 2015 The optimal insurance under disappointment theories. Zbl 1348.91133Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 10 2015 Fourier-cosine method for Gerber-Shiu functions. Zbl 1314.91235Chau, K. W.; Yam, S. C. P.; Yang, H. 9 2015 Fourier-cosine method for ruin probabilities. Zbl 1305.91163Chau, K. W.; Yam, S. C. P.; Yang, H. 7 2015 Convex ordering for insurance preferences. Zbl 1348.91134Cheung, K. C.; Chong, W. F.; Yam, S. C. P. 3 2015 Disappointment aversion premium principle. Zbl 1390.91131Cheung, Ka Chun; Chong, Wing Fung; Elliott, Robert; Yam, Sheung Chi Phillip 2 2015 An analytical approach for the growth rate of the variance of the deformation related to an elasto-plastic oscillator excited by a white noise. Zbl 1337.60148Bensoussan, Alain; Feau, Cyril; Mertz, Laurent; Yam, Sheung Chi Phillip 2 2015 Optimal reinsurance under general law-invariant risk measures. Zbl 1401.91110Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. 35 2014 A class of non-zero-sum stochastic differential investment and reinsurance games. Zbl 1297.93180Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang 31 2014 Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting. Zbl 1348.60096Bensoussan, A.; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 23 2014 Oracle, multiple robust and multipurpose calibration in a missing response problem. Zbl 1331.62070Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip 10 2014 Game call options revisited. Zbl 1304.91228Yam, S. C. P.; Yung, S. P.; Zhou, W. 7 2014 Borch’s theorem from the perspective of comonotonicity. Zbl 1403.91191Cheung, K. C.; Rong, Yian; Yam, S. C. P. 4 2014 Mean-variance pre-commitment policies revisited via a mean-field technique. Zbl 1314.91189Bensoussan, A.; Wong, K. C.; Yam, S. C. P. 3 2014 Critical points of random finite Blaschke products with independent and identically distributed zeros. Zbl 1350.30074Cheung, Pak-Leong; Ng, Tuen Wai; Yam, S. C. P. 1 2014 Approximate solutions of a stochastic variational inequality modeling an elasto-plastic problem with noise. Zbl 1295.93074Jasso-Fuentes, Héctor; Mertz, Laurent; Yam, Sheung Chi Phillip 1 2014 Markowitz’s mean-variance asset-liability management with regime switching: a time-consistent approach. Zbl 1284.91533Wei, Jiaqin; Wong, K. C.; Yam, S. C. P.; Yung, S. P. 27 2013 Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers. Zbl 1290.91079Chen, Ping; Yam, S. C. P. 17 2013 Linear-quadratic time-inconsistent mean field games. Zbl 1314.91040Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P. 13 2013 A unified “bang-bang” principle with respect to \({\mathcal R}\)-invariant performance benchmarks. Zbl 1273.91432Yam, S. C. P.; Yung, S. P.; Zhou, W. 1 2013 A mean-variance portfolio selection problem subject to a benchmark constraint: an existence result. Zbl 1263.91049Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 1 2013 Average value-at-risk minimizing reinsurance under Wang’s premium principle with constraints. Zbl 1277.91076Cheung, K. C.; Liu, F.; Yam, S. C. P. 6 2012 Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Zbl 1310.74011Bensoussan, Alain; Mertz, Laurent; Yam, S. C. P. 2 2012 Optimal selling time in stock market over a finite time horizon. Zbl 1254.91730Yam, S. C. P.; Yung, Siu Pang; Zhou, Wei 1 2012 Behavioral optimal insurance. Zbl 1229.91167Sung, K. C. J.; Yam, S. C. P.; Yung, S. P.; Zhou, J. H. 17 2011 Robust control for uncertain nonlinear systems with state-dependent control direction. Zbl 1207.93031Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 3 2011 Universal repetitive learning control for nonparametric uncertainty and unknown state-dependent control direction matrix. Zbl 1368.93232Yang, Zaiyue; Yam, S. C. P.; Li, L. K.; Wang, Yiwen 10 2010 Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. Zbl 1186.60039Yam, S. C. P.; Yung, S. P.; Zhou, W. 3 2009 all cited Publications top 5 cited Publications all top 5 Cited by 509 Authors 32 Yam, Sheung Chi Phillip 16 Bensoussan, Alain 13 Cheung, Ka Chun 11 Jin, Zhuo 11 Shen, Yang 9 Zeng, Yan 7 Pham, Huyên 7 Qian, Linyi 7 Wei, Jiaqin 7 Weng, Chengguo 7 Wong, Hoi Ying 7 Yang, Hailiang 6 Averboukh, Yuriĭ Vladimirovich 6 Cai, Jun 6 Carmona, René A. 6 Huang, Jianhui 6 Yung, Siu Pang 5 Chong, Wing Fung 5 Forsyth, Peter A. 5 Han, Peisong 5 Hu, Duni 5 Lacker, Daniel 5 Li, Xun 5 Tan, Ken Seng 5 Wang, Hailong 5 Zhang, Zhimin 5 Zhuang, Sheng Chao 4 Asimit, Alexandru V. 4 Assa, Hirbod 4 Chau, Man Ho Michael 4 Chen, Lv 4 Chiu, Mei Choi 4 Dang, Duy Minh 4 Delarue, François 4 Ghossoub, Mario 4 Liu, Fangda 4 Mertz, Laurent 4 Moon, Jun-Hee 4 Sung, K. C. J. 4 Tembine, Hamidou 4 Wang, Ning 4 Wang, Tianxiao 4 Wong, Kwok Chuen 4 Zhang, Nan 3 Bayraktar, Erhan 3 Boonen, Tim J. 3 Caines, Peter Edwin 3 Cecchin, Alekos 3 Chen, Ping 3 Chi, Yichun 3 Hu, Junlei 3 Huang, Minyi 3 Jin, Xu 3 Laurière, Mathieu 3 Lemieux, Christiane 3 Li, Juan 3 Li, Shuanming 3 Li, Zhongfei 3 Lindensjö, Kristoffer 3 Lo, Ambrose 3 Lu, Zhiyi 3 Pun, Chi Seng 3 Siu, Chi Chung 3 Van Staden, Pieter M. 3 Wang, Guangchen 3 Wang, Wei 3 Wei, Xiaoli 3 Xu, Jianxin 3 Yin, Chuancun 3 Yu, Wenguang 3 Yu, Zhiyong 3 Yuen, Fei Lung 3 Zhao, Hui 2 Ahuja, Saran 2 Allaart, Pieter C. 2 Balbás, Alejandro 2 Balbás, Beatriz 2 Balbás, Raquel 2 Başar, Tamer 2 Cardaliaguet, Pierre 2 Chau, Ki Wai 2 Chen, Shou 2 Chen, Shumin 2 Chen, Sixia 2 Chen, Zhiping 2 Choutri, Salah Eddine 2 Cohen, Asaf 2 Cosso, Andrea 2 De Angelis, Tiziano 2 Djehiche, Boualem 2 Fischer, Markus 2 Frehse, Jens 2 Fu, Guanxing 2 Gangbo, Wilfrid 2 Guan, Guohui 2 Hamori, Shigeyuki 2 Haziza, David 2 Horst, Ulrich 2 Huang, Deqing 2 Huang, Nan-Jing ...and 409 more Authors all top 5 Cited in 101 Serials 69 Insurance Mathematics & Economics 24 SIAM Journal on Control and Optimization 17 Journal of Computational and Applied Mathematics 15 Scandinavian Actuarial Journal 14 Applied Mathematics and Optimization 14 Automatica 8 Journal of Optimization Theory and Applications 8 Stochastic Processes and their Applications 8 ASTIN Bulletin 7 Mathematical Problems in Engineering 7 Dynamic Games and Applications 5 Journal of Applied Probability 5 SIAM Journal on Financial Mathematics 4 International Journal of Control 4 Journal of Mathematical Analysis and Applications 4 Systems & Control Letters 4 The Annals of Applied Probability 4 European Journal of Operational Research 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 4 Discrete Dynamics in Nature and Society 4 Journal of Industrial and Management Optimization 3 Journal of the Franklin Institute 3 Stochastic Analysis and Applications 3 Journal de Mathématiques Pures et Appliquées. Neuvième Série 3 SIAM Journal on Mathematical Analysis 3 Mathematical Finance 3 Quantitative Finance 2 Scandinavian Journal of Statistics 2 Journal of Differential Equations 2 Journal of Multivariate Analysis 2 Journal of Statistical Planning and Inference 2 Mathematics of Operations Research 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Operations Research Letters 2 Probability Theory and Related Fields 2 Communications in Statistics. Theory and Methods 2 International Journal of Robust and Nonlinear Control 2 Electronic Journal of Probability 2 Finance and Stochastics 2 Abstract and Applied Analysis 2 Mathematical Methods of Operations Research 2 International Journal of Theoretical and Applied Finance 2 Journal of Systems Science and Complexity 2 Decisions in Economics and Finance 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Advances in Difference Equations 2 Mathematics and Financial Economics 2 Games 2 European Actuarial Journal 2 Mathematical Control and Related Fields 2 Journal of Function Spaces 1 Computers & Mathematics with Applications 1 Journal of Fluid Mechanics 1 The Annals of Probability 1 The Annals of Statistics 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 Metron 1 Numerische Mathematik 1 Osaka Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Optimal Control Applications & Methods 1 Bulletin of the Korean Mathematical Society 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Queueing Systems 1 Annals of Operations Research 1 International Journal of Adaptive Control and Signal Processing 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Computational Statistics and Data Analysis 1 The Journal of Analysis 1 Random Operators and Stochastic Equations 1 NoDEA. Nonlinear Differential Equations and Applications 1 Lifetime Data Analysis 1 Journal of Nonparametric Statistics 1 European Journal of Control 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 The ANZIAM Journal 1 Journal of Machine Learning Research (JMLR) 1 OR Spectrum 1 North American Actuarial Journal 1 Fuzzy Optimization and Decision Making 1 Nonlinear Analysis. Hybrid Systems 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Set-Valued and Variational Analysis 1 Science China. Mathematics 1 Izvestiya Instituta Matematiki i Informatiki. Udmurtskiĭ Gosudarstvennyĭ Universitet 1 Journal of Dynamics and Games 1 Problemy Analiza. Issues of Analysis 1 ISRN Probability and Statistics 1 Minimax Theory and its Applications 1 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Japanese Journal of Statistics and Data Science ...and 1 more Serials all top 5 Cited in 25 Fields 275 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 121 Systems theory; control (93-XX) 113 Probability theory and stochastic processes (60-XX) 81 Calculus of variations and optimal control; optimization (49-XX) 52 Statistics (62-XX) 32 Partial differential equations (35-XX) 27 Operations research, mathematical programming (90-XX) 8 Computer science (68-XX) 6 Ordinary differential equations (34-XX) 6 Numerical analysis (65-XX) 3 Integral equations (45-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Mechanics of deformable solids (74-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year